+236.1%
PODD vs URA
+369.2%
-133.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -2.7% |
| 7D | -6.9% | +5.7% | -12.6% | -8.1% |
| 30D | -3.5% | +5.6% | -9.0% | -4.9% |
| 3M | -13.6% | +6.2% | -19.8% | -15.6% |
| 6M | -42.6% | -8.2% | -34.4% | -42.6% |
| YTD | -51.5% | +9.7% | -61.1% | -54.3% |
| 1Y | -60.9% | +17.0% | -77.9% | -64.4% |
| 3Y | -19.8% | +118.5% | -138.3% | -42.1% |
| 5Y | -54.4% | +134.3% | -188.7% | -68.9% |
| 10Y | +236.1% | +377.5% | -141.4% | +73.2% |
| All | +236.1% | +369.2% | -133.2% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling